+520.9%
COR vs ILMN
+60.6%
+460.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.0% |
| 7D | +0.8% | -9.7% | +10.5% | +1.8% |
| 30D | +5.1% | -20.4% | +25.5% | +7.1% |
| 3M | +2.8% | +10.0% | -7.2% | +0.9% |
| 6M | +32.5% | +49.5% | -16.9% | +25.5% |
| YTD | -0.7% | +62.5% | -63.1% | -7.2% |
| 1Y | -6.7% | +76.0% | -82.7% | -13.7% |
| 3Y | +73.7% | +94.2% | -20.4% | +53.9% |
| 5Y | +177.9% | -46.3% | +224.2% | +201.7% |
| All | +520.9% | +60.6% | +460.3% | +434.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling